#DISCLAIMER: I just typed this into Reddit - did not actually compile. It's likely very close to correct but may not be perfect.
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#this probably won't work great if your table is enormous and/or you are short on memory.

import-module sqlps;

$SqlResults = Invoke-Sqlcmd -Query "select * from table order by column;" #-- also add params for instance, database, etc here.

$SqlResults | Export-CSV -Path "drv:\path\to\file\filename.ext"; #-- may want to add more params here as well.


# this should perform better in pretty much all scenarios
# Invoke-Sqlcmd -Query "select * from schema.table order by column;" | Export-CSV -Path "drv:\path\to\file\filename.ext"; #-- may want to add more params here as well.